Let's not forget the possibility that the holders of the insurance policy were behind it. They get the $ and get to keep the paintings. Simple.

Alternatively, given how RIDICULOUSLY easy it was to take the paintings - seriously, just drive up, smash the glass door, grab something and drive off - it could easily just be a private collector's ego boost. If you only had to pay a few thousand to the robbers (or they are in your mob) then why not?